借讯问美联储颁布匹的美元存放存贷款利比值数据是哪个?-掌管之家官网!

  以下从美联储网站查到的,小弟要用3、6、12个月的美元存放存贷款利比值数据,却不知道是哪个啊,父亲侠指点壹下迷津吧:)

  The weekly release is posted on Monday. Daily updates of the weekly release are posted Tuesday

  through Friday on this site. If Monday is a holiday, the weekly release will be posted on Tuesday

  after the holiday and the daily update will not be posted on that Tuesday.

  FEDERAL RESERVE STATISTICAL RELEASE

  H.15 DAILY UPDATE: WEB RELEASE ONLY

  SELECTED INTEREST RATES

  For use at 4:15 p.m. Eastern Time

  Yields in percent per annum June 8, 2007

  2007 2007 2007 2007

  Instruments Jun Jun Jun Jun

  4 5 6 7

  Federal funds (effective) 1 2 3 5.24 5.19 5.25 5.25

  Commercial Paper 3 4 5

  Nonfinancial

  1-month 5.19 5.24 5.21 5.23

  2-month 5.20 5.22 5.20 5.22

  3-month 5.19 5.21 5.20 5.21

  Financial

  1-month 5.24 5.24 5.25 5.24

  2-month 5.24 5.24 5.23 5.24

  3-month 5.23 5.24 5.23 5.25

  CDs (secondary market) 3 6

  1-month 5.29 5.28 5.29 5.29

  3-month 5.32 5.32 5.32 5.32

  6-month 5.34 5.35 5.35 5.35

  Eurodollar deposits (London) 3 7

  1-month 5.32 5.31 5.32 5.32

  3-month 5.36 5.33 5.36 5.36

  6-month 5.38 5.38 5.38 5.39

  Bank prime loan 2 3 8 8.25 8.25 8.25 8.25

  Discount window primary credit 2 9 6.25 6.25 6.25 6.25

  U.S. government securities

  Treasury bills (secondary market) 3 4

  4-week 4.69 4.66 4.68 4.70

  3-month 4.68 4.70 4.67 4.67

  6-month 4.79 4.79 4.75 4.77

  Treasury constant maturities

  Nominal 10

  1-month 4.78 4.75 4.78 4.80

  3-month 4.81 4.83 4.80 4.80

  6-month 4.99 4.99 4.95 4.97

  1-year 4.99 4.99 4.96 4.99

  2-year 4.97 4.99 4.97 5.03

  3-year 4.92 4.97 4.94 5.03

  5-year 4.91 4.96 4.94 5.05

  7-year 4.91 4.96 4.94 5.07

  10-year 4.93 4.98 4.97 5.11

  20-year 5.11 5.16 5.17 5.29

  30-year 5.02 5.07 5.08 5.20

  Inflation indexed 11

  5-year 2.55 2.61 2.57 2.67

  7-year 2.52 2.57 2.55 2.68

  10-year 2.55 2.60 2.58 2.70

  20-year 2.53 2.58 2.57 2.68

  Inflation-indexed long-term average 12 2.51 2.56 2.56 2.66

  Interest rate swaps 13

  1-year 5.46 5.47 5.45 5.47

  2-year 5.40 5.43 5.39 5.46

  3-year 5.38 5.42 5.38 5.48

  4-year 5.39 5.43 5.40 5.52

  5-year 5.41 5.45 5.43 5.56

  7-year 5.45 5.49 5.48 5.62

  10-year 5.51 5.55 5.54 5.69

  30-year 5.65 5.68 5.70 5.84

  Corporate bonds

  Moody’s seasoned

  Aaa 14 5.57 5.62 5.63 5.76

  Baa 6.51 6.55 6.57 6.71

  State & local bonds 15 4.54

  Conventional mortgages 16 6.53

  —————————————————————————————————-

  Footnotes

  1. The daily effective federal funds rate is a weighted average of rates on brokered trades.

  2. Weekly figures are averages of 7 calendar days ending on Wednesday of the current week; monthly

  figures include each calendar day in the month.

  3. Annualized using a 360-day year or bank interest.

  4. On a discount basis.

  5. Interest rates interpolated from data on certain commercial paper trades settled by The

  Depository Trust Company. The trades represent sales of commercial paper by dealers or direct

  issuers to investors (that is, the offer side). The 1-, 2-, and 3-month rates are equivalent to the

  30-, 60-, and 90-day dates reported on the Board’s Commercial Paper Web page

  (www.federalreserve.gov/releases/cp/).

  6. An average of dealer bid rates on nationally traded certificates of deposit.

  7. Bid rates for Eurodollar deposits collected around 9:30 a.m. Eastern .

  8. Rate posted by a majority of top 25 (by assets in domestic offices) insured U.S.-chartered

  commercial banks. Prime is one of several base rates used by banks to price short-term business

  loans.

  9. The rate charged for discounts made and advances extended under the Federal Reserve’s primary

  credit discount window program, which became effective January 9, 2003. This rate replaces that for

  adjustment credit, which was discontinued after January 8, 2003. For further information, see

  www.federalreserve.gov/boarddocs … 210312/default.htm. The rate reported is that

  for the Federal Reserve Bank of New York. Historical series for the rate on adjustment credit as

  well as the rate on primary credit are available at www.federalreserve.gov/releases/h15/data.htm.

  10. Yields on actively traded non-inflation-indexed issues adjusted to constant maturities. The

  30-year Treasury constant maturity series was discontinued on February 18, 2002, and reintroduced

  on February 9, 2006. From February 18, 2002, to February 9, 2006, the U.S. Treasury published a

  factor for adjusting the daily nominal 20-year constant maturity in order to estimate a 30-year

  nominal rate. The historical adjustment factor can be found at

  www.treas.gov/offices/domestic-f … x_historical.shtml.

  Source: U.S. Treasury.

  11. Yields on Treasury inflation protected securities (TIPS) adjusted to constant maturities.

  Source: U.S. Treasury. Additional information on both nominal and inflation-indexed yields may be

  found at www.treas.gov/offices/domestic-f … st-rate/index.html.

  12. Based on the unweighted average bid yields for all TIPS with remaining terms to maturity of

  more than 10 years.

  13. International Swaps and Derivatives Association (ISDA(R)) mid-market par swap rates. Rates are

  for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected

  at 11:00 a.m. Eastern by Garban Intercapital plc and published on Reuters Page ISDAFIX(R)1.

  ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited.

  14. Moody’s Aaa rates through December 6, 2001, are averages of Aaa utility and Aaa industrial bond

  rates. As of December 7, 2001, these rates are averages of Aaa industrial bonds only.

  15. Bond Buyer Index, general obligation, 20 years to maturity, mixed quality; Thursday quotations.

  16. Contract interest rates on commitments for fixed-rate first mortgages. Source: FHLMC.

  —————————————————————————————————-

  Note: Weekly and monthly figures on this release, as well as annual figures available on the

  Board’s historical H.15 web site (see below), are averages of business days unless otherwise noted.

  —————————————————————————————————-

  Current and historical H.15 data are available on the Federal Reserve Board’s web site

  (www.federalreserve.gov/). For information about individual copies or subscriptions, contact

  Publications Services at the Federal Reserve Board (phone 202-452-3244, fax 202-728-5886). For paid

  electronic access to current and historical data, call STAT-USA at 1-800-782-8872 or 202-482-1986.

  —————————————————————————————————-

  Description of the Treasury Nominal and Inflation-Indexed Constant Maturity Series

  Yields on Treasury nominal securities at “constant maturity” are interpolated by the U.S. Treasury

  from the daily yield curve for non-inflation-indexed Treasury securities. This curve, which relates

  the yield on a security to its to maturity, is based on the closing market bid yields on

  actively traded Treasury securities in the over-the-counter market. These market yields are

  calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The

  constant maturity yield values are read from the yield curve at fixed maturities, currently 1, 3,

  and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10-year

  maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.

  Similarly, yields on inflation-indexed securities at “constant maturity” are interpolated from the

  daily yield curve for Treasury inflation protected securities in the over-the-counter market. The

  inflation-indexed constant maturity yields are read from this yield curve at fixed maturities,

  currently 5, 7, 10, and 20 years.

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